Anic Equity¶

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Total return since start: 0.615 %¶

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Equity now: -----------------------------> 49320.35 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 43383.36 Kr¶

PnL: ---------------------------------------> -1492.22 Kr¶

DD now: ---------------------------------> -7.154 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-22 16:50:59.082836'

Anic Portfolio¶

Today¶

Return: 0.206 %¶

This Week¶

Return: -2.82 %¶

Total portfolio value¶

Return including deposits: 61.462 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
BHG Group 109 -1.480000 1524.910000 101.910000 7.160000 1423.000014
Hennes & Mauritz B 6 1.690000 932.400000 20.400000 2.240000 912.000000
Nederman Holding 1 1.460000 209.000000 10.000000 5.030000 199.000000
JM 7 2.710000 956.200000 6.200000 0.650000 950.000002
INVISIO 15 0.000000 3570.000000 -2.000000 -0.060000 3571.999995
Atrium Ljungberg B 5 -0.770000 896.500000 -7.500000 -0.830000 904.000000
Profoto Holding 7 -0.730000 572.600000 -9.400000 -1.620000 581.999999
ASSA ABLOY B 4 -0.690000 982.000000 -11.000000 -1.110000 993.000000
BioGaia B 8 -1.240000 889.600000 -14.400000 -1.590000 904.000000
Eastnine 6 -2.200000 640.800000 -16.200000 -2.470000 657.000000
Bufab 3 0.110000 1059.600000 -16.400000 -1.520000 1076.000001
Biotage 1 -1.350000 131.200000 -17.800000 -11.950000 149.000000
OX2 12 -0.130000 889.800000 -19.200000 -2.110000 909.000000
Vitrolife 3 -1.090000 651.000000 -26.000000 -3.840000 677.000001
Creaspac SPAC 40 -0.210000 3808.000000 -26.000000 -0.680000 3834.000000
Alimak Group 12 -0.490000 978.000000 -29.000000 -2.880000 1007.000004
AcadeMedia 20 -1.780000 948.800000 -29.200000 -2.990000 978.000000
Hexatronic Group 15 -0.090000 1040.400000 -30.600000 -2.860000 1071.000000
Investor B 3 -0.440000 626.040000 -31.960000 -4.860000 657.999999
Latour B 4 -0.820000 822.800000 -33.200000 -3.880000 856.000000
Sandvik 4 -0.920000 814.400000 -33.600000 -3.960000 848.000000
EQT 4 1.010000 836.000000 -37.000000 -4.240000 873.000000
Addnode Group B 7 -0.640000 867.300000 -37.700000 -4.170000 904.999998
Byggmax Group 33 -0.560000 929.280000 -37.720000 -3.900000 966.999990
Vitec Software Group B 2 -1.020000 1065.000000 -39.000000 -3.530000 1104.000000
Sagax B 4 -1.220000 845.200000 -39.800000 -4.500000 885.000000
Platzer Fastigheter Holding B 12 0.130000 910.800000 -40.200000 -4.230000 951.000000
Gränges 10 -2.010000 998.500000 -40.500000 -3.900000 1039.000000
SKF B 5 -0.530000 939.500000 -40.500000 -4.130000 980.000000
Sagax A 4 -0.470000 844.000000 -42.000000 -4.740000 886.000000
Hoist Finance 36 -1.280000 968.400000 -42.600000 -4.210000 1010.999988
Catena 2 -0.100000 762.000000 -44.000000 -5.460000 806.000000
HEXPOL B 8 0.360000 890.400000 -66.600000 -6.960000 957.000000
Orrön Energy 170 -1.850000 1938.850000 -107.150000 -5.240000 2045.999980
Hexagon B 26 -1.050000 3303.300000 -116.700000 -3.410000 3420.000012
VEF 788 -0.620000 1757.240000 -145.760000 -7.660000 1903.000300
Sedana Medical 93 0.870000 2583.540000 -400.040000 -13.410000 2983.577733
TOTAL 43383.360000 -1492.220000 -7.15357% 44875.578016

Updated:¶

'2023-06-22 16:51:16.397842'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶